Barbell maintenence

OK, so. I finally baught a 300 lb olympic weight set, but I baught it at Dicks and the bar is a screw on (with the giant hex at the end)

I just wanted to see if you guys might know of some maintenence tips to make it last/not have the collars pop off on me. I noticed that they are pretty lose and the hex's on the end unscrew real easy - i screw them back in effortlessly with my fingers.

Also, does the chaulk promote rust? should I wipe down my bar/weights every month or so?